ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 79.800 79.725 -0.075 -0.1% 78.790
High 80.400 80.475 0.075 0.1% 79.860
Low 79.605 79.710 0.105 0.1% 78.420
Close 79.725 80.371 0.646 0.8% 79.797
Range 0.795 0.765 -0.030 -3.8% 1.440
ATR 0.529 0.546 0.017 3.2% 0.000
Volume 703 1,920 1,217 173.1% 790
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.480 82.191 80.792
R3 81.715 81.426 80.581
R2 80.950 80.950 80.511
R1 80.661 80.661 80.441 80.806
PP 80.185 80.185 80.185 80.258
S1 79.896 79.896 80.301 80.041
S2 79.420 79.420 80.231
S3 78.655 79.131 80.161
S4 77.890 78.366 79.950
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.679 83.178 80.589
R3 82.239 81.738 80.193
R2 80.799 80.799 80.061
R1 80.298 80.298 79.929 80.549
PP 79.359 79.359 79.359 79.484
S1 78.858 78.858 79.665 79.109
S2 77.919 77.919 79.533
S3 76.479 77.418 79.401
S4 75.039 75.978 79.005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.475 78.420 2.055 2.6% 0.675 0.8% 95% True False 625
10 80.475 78.420 2.055 2.6% 0.549 0.7% 95% True False 363
20 80.585 78.420 2.165 2.7% 0.459 0.6% 90% False False 221
40 82.286 78.420 3.866 4.8% 0.303 0.4% 50% False False 115
60 82.286 78.420 3.866 4.8% 0.231 0.3% 50% False False 90
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.100
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.726
2.618 82.478
1.618 81.713
1.000 81.240
0.618 80.948
HIGH 80.475
0.618 80.183
0.500 80.093
0.382 80.002
LOW 79.710
0.618 79.237
1.000 78.945
1.618 78.472
2.618 77.707
4.250 76.459
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 80.278 80.199
PP 80.185 80.027
S1 80.093 79.855

These figures are updated between 7pm and 10pm EST after a trading day.

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